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Microstructure, Statistical Fluctuations, and Technical Signals in Rational Asset Pricing Ayush Jha
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Microstructure, Statistical Fluctuations, and Technical Signals in Rational Asset Pricing
Ayush Jha
This book develops a research-level framework for rational asset pricing under realistic information frictions, connecting three literatures that are often treated separately: market microstructure, statistical fluctuation models (including scaling, heavy tails, and dependence), and technical signals used in empirical practice.
| Medij | Knjige Hardcover Book (Knjiga s trdim hrbtom in platnicami) |
| Pred izidom | 25. januarja 2027 |
| ISBN13 | 9781041370031 |
| Založniki | Taylor & Francis Ltd |
| Strani | 816 |
| Dimenzije | 150 × 220 × 20 mm · 1,25 kg (Teža (ocenjena)) |
